+67.7%
FERG vs ALM
+909.2%
-841.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | 0.0% |
| 7D | +9.7% | +1.2% | +8.5% | +9.6% |
| 30D | +15.0% | -19.3% | +34.4% | +16.7% |
| 3M | +3.8% | -40.6% | +44.4% | +7.1% |
| 6M | +10.6% | -57.9% | +68.5% | +16.0% |
| YTD | +17.0% | -6.7% | +23.7% | +16.0% |
| 1Y | +7.1% | +20.2% | -13.1% | +4.4% |
| 3Y | +67.7% | +879.4% | -811.7% | +44.5% |
| All | +67.7% | +909.2% | -841.5% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling